+159.1%
TMUS vs PINS
-15.2%
+174.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | -5.2% | +5.0% | +0.3% |
| 30D | +3.1% | -14.9% | +18.1% | +4.9% |
| 3M | +2.4% | -8.4% | +10.8% | +3.2% |
| 6M | -17.1% | +0.6% | -17.7% | -17.6% |
| YTD | -9.1% | -22.2% | +13.1% | -7.4% |
| 1Y | -23.6% | -46.9% | +23.3% | -19.0% |
| 3Y | +38.8% | -26.9% | +65.7% | +36.0% |
| 5Y | +43.0% | -63.0% | +105.9% | +47.8% |
| All | +159.1% | -15.2% | +174.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling